+21.8%
VZ vs FROG
+207.6%
-185.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.3% |
| 7D | +1.5% | +12.5% | -11.0% | +1.8% |
| 30D | +4.4% | +23.5% | -19.2% | +5.1% |
| 3M | -2.4% | +19.4% | -21.8% | -1.7% |
| 6M | +1.4% | +77.0% | -75.6% | +2.8% |
| YTD | +21.4% | +81.9% | -60.5% | +23.5% |
| 1Y | +20.3% | +90.7% | -70.4% | +22.4% |
| 3Y | +57.4% | +328.5% | -271.1% | +59.1% |
| All | +21.8% | +207.6% | -185.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling